Complex Analysis 3, Exercises - Mathematics, Exercises of Complex Numbers Theory

Laplace Equation, Neumann Boundary Condition,Cauchy-Riemann equations, Poisson integral kernel, Euclidean geometry,Dirichlet problem, boundary value functions.

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2010/2011

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Math 113 (Spring 2009) Yum-Tong Siu 1
Homework Assigned on April 7, 2009
due April 14, 2009
Problem 1 (Solution of the Laplace Equation on the Unit Disk with Neumann
Boundary Condition). For a complex variable ζand another complex variable
zwith |z|<|ζ|, the gradient of log |zζ|with respect to zis equal to the
negative of the gradient of log |zζ|with respect to ζ. Moreover, by the
Cauchy-Riemann equations for the variable ζ, the outward radial directive of
log |zζ|with respect to ζis equal to the tangential derivative of a suitably
defined branch of arg (zζ) along the circle of radius |ζ|centered at the
origin in the counterclockwise sense. On the other hand, for |ζ|= 1 the
tangential derivative of arg (zζ) with respect to ζalong the unit circle is
related to
lim
βα
1
βαarg ze
ze ,
which, in turn, is related to the Poisson integral kernel constructed by the
method of the argument function and plane Euclidean geometry. This obser-
vation motivates the following way of constructing a solution of the Laplace
equation on the unit disk with Neumann boundary condition.
For zinside the unit disk and for ζon the unit circle, let
Q(z, ζ ) = 2 log |zζ|.
Let g(ζ) be a continuous function on the unit circle |ζ|= 1 such that
()Zπ
ϕ=π
g¡e¢ = 0.
For zCwith |z|<1, let
u(z) = 1
2πZπ
ϕ=π
Q¡z, e ¢g¡e¢dϕ.
Verify that u(z) is harmonic on the open unit disk {|z|<1}and that for
every fixed ϕRthe radial derivative
∂r u¡re ¢
of uapproaches g(e) as r1 from r < 1.
Note that the function g(ζ) which defines the Neumann boundary condi-
tion must satisfy () because of the divergence theorem for the gradient of
the harmonic function uon the unit disk.
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Homework Assigned on April 7, 2009 due April 14, 2009

Problem 1 (Solution of the Laplace Equation on the Unit Disk with Neumann Boundary Condition). For a complex variable ζ and another complex variable z with |z| < |ζ|, the gradient of log |z − ζ| with respect to z is equal to the negative of the gradient of log |z − ζ| with respect to ζ. Moreover, by the Cauchy-Riemann equations for the variable ζ, the outward radial directive of log |z − ζ| with respect to ζ is equal to the tangential derivative of a suitably defined branch of arg (z − ζ) along the circle of radius |ζ| centered at the origin in the counterclockwise sense. On the other hand, for |ζ| = 1 the tangential derivative of arg (z − ζ) with respect to ζ along the unit circle is related to

lim β→α

β − α

arg

z − eiβ z − eiα^

which, in turn, is related to the Poisson integral kernel constructed by the method of the argument function and plane Euclidean geometry. This obser- vation motivates the following way of constructing a solution of the Laplace equation on the unit disk with Neumann boundary condition.

For z inside the unit disk and for ζ on the unit circle, let Q (z, ζ) = −2 log |z − ζ|.

Let g(ζ) be a continuous function on the unit circle |ζ| = 1 such that

(∗)

∫ (^) π

ϕ=−π

g

eiϕ

dϕ = 0.

For z ∈ C with |z| < 1, let

u(z) =

2 π

∫ (^) π

ϕ=−π

Q

z, eiϕ

g

eiϕ

dϕ.

Verify that u(z) is harmonic on the open unit disk {|z| < 1 } and that for every fixed ϕ ∈ R the radial derivative

∂ ∂r

u

reiϕ

of u approaches g (eiϕ) as r → 1 from r < 1.

Note that the function g(ζ) which defines the Neumann boundary condi- tion must satisfy (∗) because of the divergence theorem for the gradient of the harmonic function u on the unit disk.

Problem 2 (from Stein & Shakarchi, p.248, #7 — to provide all the details in the proof of the formula for the solution of the Dirichlet problem in the strip { 0 < y < 1 } discussed in Section 1.3 of Chapter 8 of the book Stein & Shakarchi). Define F : D → Ω and its inverse map G : Ω → D by

F (w) =

π

log

i

1 − w 1 + w

and G(z) =

i − eπz i + eπz^

Let f 0 (x) and f 1 (x) be the given boundary value functions on the lower edge {y = 0} and the upper edge {y = 1} of the strip

z = x + iy ∈ C

∣ x^ ∈^ R,^0 < y <^1

respectively. Follow the steps described below to verify the following formula for the solution u(x, y) of the Dirichlet problem for the strip Ω with u(x, 0) = f 0 (x) and u(x, 1) = f 1 (x).

u(x, y) =

sin πy 2

t=−∞

f 0 (x + t) cosh πt − cos πy

dt +

t=−∞

f 1 (x + t) cosh πt − cos πy

dt

(It suffices to do the verification at the points z = iy with 0 < y < 1, that is, for points with x = 0.) Let f˜ 1 (ϕ) = f 1 (F (eiϕ) − i) for −π < ϕ < 0 and f˜ 0 (ϕ) = f 0 (F (eiϕ)) for 0 < ϕ < π.

(a) Show that if reiθ^ = G(iy), then

reiθ^ = i

cos πy 1 + sin πy

This leads to two separate cases: either 0 < y ≤ 12 and θ = π 2 , or 12 ≤ y < 1 and θ = −π 2. In either case, show that

r^2 =

1 − sin πy 1 + sin πy

and Pr(θ − ϕ) =

sin πy 1 − cos πy sin ϕ

where

Pr(θ) =

1 − r^2 1 − 2 r cos θ + r^2

is the Poisson kernel for the unit disk.